Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51796.41 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Portfolio value: --------------------------> 48589.99 Kr¶

PnL: ---------------------------------------> -490.18 Kr¶

DD now: ---------------------------------> -0.224 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 16:27:44.659354'

Anic Portfolio¶

Today¶

Return: 8.983 %¶

This Week¶

Return: 8.983 %¶

Total¶

Return: 69.568 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.620000 784.800000 111.800000 16.610000 673.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Nordea Bank Abp 29 0.660000 3538.000000 84.000000 2.430000 3453.999992
SAAB B 8 0.070000 3422.400000 45.400000 1.340000 3377.000000
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 -0.540000 606.760000 32.760000 5.710000 573.999998
AcadeMedia 12 1.740000 589.440000 32.440000 5.820000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
Swedbank A 3 0.530000 592.500000 28.500000 5.050000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.060000 542.200000 15.200000 2.880000 527.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.430000 579.600000 9.600000 1.680000 570.000000
Corem Property Group B 59 -5.000000 582.920000 5.920000 1.030000 576.999999
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.630000 532.000000 0.000000 0.000000 532.000000
Midsona B 63 2.550000 582.120000 -0.880000 -0.150000 582.999984
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Boozt 12 -1.800000 1640.400000 -13.600000 -0.820000 1653.999996
Sampo Oyj SDB 7 1.390000 3832.500000 -17.500000 -0.450000 3850.000000
CTEK 13 0.790000 513.630000 -20.370000 -3.810000 533.999999
Beijer Electronics Group 27 5.980000 3061.800000 -21.000000 -0.680000 3082.800006
International Petroleum Corp. 5 -0.780000 569.500000 -25.070000 -4.220000 594.565215
Essity B 2 2.690000 548.800000 -25.200000 -4.390000 574.000000
Essity A 4 2.610000 1102.000000 -47.000000 -4.090000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.500000 1775.400000 -212.800000 -10.700000 1988.199994
Axfood 15 1.670000 4067.250000 -231.550000 -5.390000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48589.990000 -490.180000 -0.2244% 49080.164634

Updated:¶

'2023-01-30 16:27:57.683901'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶